1.
Bank Runs, Welfare and Policy Implications
EFMA 2002 London Meeting, Forthcoming, BIS Working Paper No. 107
Number of pages: 35
Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS)
Downloads
221
2.
Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories
EFMA 2002 London Meetings
Number of pages: 16
Posted: 14 May 2004
Last Revised: 28 May 2019
Accepted Paper Series
University of Navarra - IESE Business School
Downloads
37,004
3.
Option Pricing with Stochastic Volatility: A Closed-Form Solution Using the Fourier Transform
EFMA 2002 London Meetings
Number of pages: 52
Posted: 29 Jul 2002
Working Paper Series
National Center for Scientific Research (CNRS)
Downloads
1,745
4.
Optimal Interest Margin, Deposit Insurance Premium and Bank Size
EFMA 2002 London Meetings
Number of pages: 17
Posted: 25 Jun 2002
Working Paper Series
Bilkent University - Faculty of Business Administration
Downloads
461
5.
Circularity and the Undervaluation of Privatised Companies
EFMA 2002 London Meetings
Number of pages: 16
Posted: 25 Jun 2002
Working Paper Series
University of Bath - Centre for Governance, Regulation and Industrial Strategy; School of Management and University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO)
Downloads
160
6.
An Analytical Framework of Bank Merger and Reinvestment Decision Under Maximizing Equity Values
EFMA 2002 London Meetings
Number of pages: 29
Posted: 24 Jun 2002
Working Paper Series
Shih Chien University - Graduate Institute of Business Administration and Securities & Futures Institute
Downloads
409
7.
Dependence of the Intraday Nikkei Stock Index Futures
EFMA 2002 London Meetings
Number of pages: 31
Posted: 24 Jun 2002
Working Paper Series
University of Sheffield - School of Management
Downloads
462
8.
Friendly Takeovers in the UK: An Agency Analysis
EFMA 2002 London Meetings
Number of pages: 41
Posted: 24 Jun 2002
Working Paper Series
Robert Gordon University - Aberdeen Business School and Robert Gordon University - Centre for the Enhancement of Learning and Teaching (CELT)
Downloads
434
9.
Decision Rules for Allocating a Limiting Factor Across Products in a Stochastic Production Environment: A Real Options Approach
EFMA 2002 London Meetings
Number of pages: 19
Posted: 24 Jun 2002
Working Paper Series
University of Manchester Institute of Science and Technology (UMIST) and Athens Laboratory of Business Administration (ALBA)
Downloads
281
10.
Money Market Operations and Volatility of UK Money Market
EFMA 2002 London Meetings
Number of pages: 37
Posted: 24 Jun 2002
Working Paper Series
Bank of England
Downloads
169
11.
A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads
1,894
12.
Market Timing of International Stock Markets Using the Yield Spread
EFMA 2002 London Meetings
Number of pages: 36
Posted: 20 Jun 2002
Working Paper Series
Wake Forest University - Schools of Business, Wake Forest University - School of Business and University of Kentucky
There are 2 versions of this paper
Market Timing of International Stock Markets Using the Yield Spread
EFMA 2002 London Meetings
Number of pages: 36
Posted: 20 Jun 2002
Downloads
1,356
Market Timing of International Stock Markets Using the Yield Spread
Journal of Financial Research, Forthcoming
Posted: 23 Jan 2004
Downloads
1,356
13.
The Relationship between Commodity Prices and the Australian Dollar
EFMA 2002 London Meetings
Number of pages: 20
Posted: 20 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics
Downloads
1,141
14.
Board Structure and Agency Costs
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 47
Posted: 20 Jun 2002
Working Paper Series
Cass Business School, City, University of London
Downloads
1,105
15.
What the 'Indexes' Don't Tell You About Hedge Funds
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Russell Investments - Capital Markets Research and Frank Russell Company-Consulting
Downloads
1,001
16.
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets
EFMA 2002 London Meetings
Number of pages: 46
Posted: 20 Jun 2002
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Department of Finance
Downloads
929
17.
An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece
EFMA 2002 London Meetings
Number of pages: 28
Posted: 20 Jun 2002
Working Paper Series
Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
772
18.
What Firm-Specific News Releases Drive Economically Significant Stock Returns and Trading Volumes?
EFMA 2002 London Meetings
Number of pages: 36
Posted: 20 Jun 2002
Working Paper Series
University of London - Faculty of Social Science and Public Policy and Manchester Business School
Downloads
739
19.
Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?
EFMA 2002 London Meetings
Number of pages: 34
Posted: 20 Jun 2002
Working Paper Series
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
633
20.
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 48
Posted: 20 Jun 2002
Working Paper Series
University of Lille II - University of Lille LSMRC & ISA, NHH-Caltech and University of Lille II - GERME Research Center
There are 2 versions of this paper
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 48
Posted: 20 Jun 2002
Downloads
578
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
European Financial Management, Vol. 11, No. 2, pp. 195-228, March 2005
Number of pages: 9
Posted: 28 Mar 2005
Downloads
28
Downloads
578
21.
Managerial Equity Ownership and the Demand for Outside Directors
EFMA 2002 London Meetings
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance, Bocconi University and Lancaster University - Department of Accounting and Finance
Downloads
563
22.
Strategic Capital Budgeting: Asset Replacement Under Market Uncertainty
EFMA 2002 London Meetings
Number of pages: 30
Posted: 20 Jun 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research
Downloads
552
23.
Market Capitalization, Cross Correlations, the Lead/Lag Structure and Microstructure Effects in the Indian Stock Market
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Cranfield University - School of Management and University of Birmingham - Department of Accounting and Finance
Downloads
540
24.
The Under Investment and Over Investment Hypotheses: An Analysis Using Panel Data
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
University of Salamanca - Administration and Business Economics and Instituto Politecnico de Coimbra (Portugal)
Downloads
537
25.
An Empirical Investigation of the Traditional and the Clean Surplus Valuation Models
EFMA 2002 London Meetings
Number of pages: 20
Posted: 20 Jun 2002
Working Paper Series
University of Piraeus - Department of Economics and Athens University of Economics and Business - Department of Business Administration
Downloads
457
26.
Testing for Feedback Trading in Index Futures: A Dynamic CAPM Approach
EFMA 2002 London Meetings
Number of pages: 21
Posted: 20 Jun 2002
Working Paper Series
Fairfield University - Charles F. Dolan School of Business
Downloads
456
27.
New Evidence on the Time-Varying Correlation between Consumption Growth and Stock Returns for the G7 Countries
FRB of New York Staff Report No. 181, EFMA 2002 London Meetings, EFA 2004 Maastricht Meetings Paper No. 5198
Number of pages: 34
Posted: 20 Jun 2002
Working Paper Series
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads
434
28.
Determinants of Returns of Acquiring Firms Around Public Tender Offer Announcements: The Evidence Related to French Control-Oriented and Parent-Subsidiary Offers
EFMA 2002 London Meetings
Number of pages: 29
Posted: 20 Jun 2002
Working Paper Series
CFA Institute and University of Grenoble
Downloads
368
29.
Trading Activity and Intraday Returns in the Interest Rate Futures
EFMA 2002 London Meetings
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
University of Massachusetts Dartmouth - Department of Accounting & Finance, Independent and University of Tennessee, Knoxville - College of Business Administration
Downloads
313
30.
Measuring Financial and Economic Integration with Equity Prices in Emerging Markets
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 53
Posted: 20 Jun 2002
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads
280
31.
Assessing the Impact of the Euro on the Economies of Some MENA Countries: An Empirical Investigation Utilizing a Time-Varying Model to Forecast the Level and Volatility of the Us Dollar/Euro Exchange Rate
EFMA 2002 London Meetings
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
Cairo University and International Monetary Fund (IMF)
Downloads
269
32.
Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets
EFMA 2002 London Meetings
Number of pages: 19
Posted: 20 Jun 2002
Working Paper Series
Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics and University of Tennessee, Knoxville - College of Business Administration
Downloads
269
33.
The Supply of Trade Credits: Evidence from the UK
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Concordia University, Quebec - Department of Finance and affiliation not provided to SSRN
Downloads
254
34.
Measuring Value at Risk of Portfolios Under the Edgeworth-Sargan Distribution
EFMA 2002 London Meetings
Number of pages: 25
Posted: 20 Jun 2002
Working Paper Series
Universidad Rey Juan Carlos - Department Economia and University of Salamanca
Downloads
251
35.
Selecting Australian Equity Superannuation Funds: A Retail Investor's Perspective
EFMA 2002 London Meetings
Number of pages: 32
Posted: 20 Jun 2002
Working Paper Series
Griffith University, University of Queensland - School of Economics and T.A. PAI Management Institute, Finance Area
Downloads
186
36.
Arch in the G7 Equity Markets: A Speculative Explanation
EFMA 2002 London Meetings
Number of pages: 15
Posted: 20 Jun 2002
Working Paper Series
University of Michigan at Dearborn - Department of Accounting and Finance
Downloads
163
37.
The Fama-Macbeth Methodology Versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 41
Posted: 19 Jun 2002
Working Paper Series
Duke Energy International and City University London - Cass Business School
Downloads
999
38.
Evaluating Consumer Loans Using Neural Networks
EFMA 2002 London Meetings
Number of pages: 39
Posted: 19 Jun 2002
Working Paper Series
Thomas Jefferson University and Saint Joseph's University
Downloads
878
39.
Market Anomalies in the A.S.E: The Day of the Week Effect
EFMA 2002 London Meetings
Number of pages: 19
Posted: 19 Jun 2002
Working Paper Series
University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia
Downloads
816
40.
Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model
EFMA 2002 London Meetings
Number of pages: 15
Posted: 19 Jun 2002
Working Paper Series
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads
767
41.
Framework for Venture Capital in the Accession Countries to the European Union
EFMA 2002 London Meetings
Number of pages: 39
Posted: 19 Jun 2002
Working Paper Series
Cap Gemini Ernst & Young Consulting and affiliation not provided to SSRN
Downloads
710
42.
Risk Management Disclosure Practices of UK Non-Financial Firms after Frs 13
EFMA 2002 London Meetings
Number of pages: 30
Posted: 19 Jun 2002
Working Paper Series
Middlesex University - Business School and Middlesex University Business School
There are 2 versions of this paper
Risk Management Disclosure Practices of UK Non-Financial Firms after Frs 13
EFMA 2002 London Meetings
Number of pages: 30
Posted: 19 Jun 2002
Downloads
659
Risk Management Disclosure Practices of UK Non-Financial Firms after Frs 13
Finance Letters, Vol. 1, No. 2, 2003
Posted: 17 Jul 2003
Downloads
659
43.
Discrete Wavelet Transform and Long Memory in Stock Market Prices
EFMA 2002 London Meetings
Number of pages: 44
Posted: 19 Jun 2002
Working Paper Series
Myongji University and Myongji University
Downloads
617
44.
Valuing Corporate Liabilities When the Default Threshold is Not an Absorbing Barrier
EFMA 2002 London Meetings
Number of pages: 23
Posted: 19 Jun 2002
Working Paper Series
Université de Rennes I and CREM
Downloads
531
45.
An Analysis of the Market Reward and Torpedo Effect of Firms that Consistently Meet Expectations
EFMA 2002 London Meetings
Number of pages: 42
Posted: 19 Jun 2002
Working Paper Series
George Washington University
Downloads
427
46.
An Analysis of Private Loan Guarantee Portfolios
EFMA 2002 London Meetings
, Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64
Number of pages: 35
Posted: 19 Jun 2002
Last Revised: 15 May 2015
Accepted Paper Series
Université Laval - Département de Finance et Assurance, Université Laval and Laval University
Downloads
416
47.
Stock Prices Response to Real Economic Variables: The Case of Germany
EFMA 2002 London Meetings
Number of pages: 6
Posted: 19 Jun 2002
Working Paper Series
University of Piraeus
Downloads
400
48.
The Impact of Screen Trading on the Link between Stock Index and Stock Index Futures Prices: Evidence from UK Markets
EFMA 2002 London Meetings
Number of pages: 27
Posted: 19 Jun 2002
Working Paper Series
The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads
359
49.
Economics of Scale in the Retail Superannuation Funds in Australia
EFMA 2002 London Meetings
Number of pages: 19
Posted: 19 Jun 2002
Working Paper Series
Thomas Jefferson University, RMIT University and Monash University - Department of Accounting
Downloads
332
50.
Does Frequent Trading Always Improve Liquidity?
EFMA 2002 London Meetings
Number of pages: 26
Posted: 19 Jun 2002
Working Paper Series
Nanyang Technological University (NTU) - Nanyang Business School, Regional Engineering College, India and Nanyang Business School
Downloads
327
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